+66.3%
IBIT vs CHWY
+0.7%
+65.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.8% | +10.6% | +1.2% |
| 7D | +1.1% | -14.1% | +15.3% | +3.1% |
| 30D | +22.2% | -8.1% | +30.4% | +23.4% |
| 3M | +26.0% | +1.7% | +24.3% | +25.4% |
| 6M | +13.2% | -20.7% | +33.8% | +16.0% |
| YTD | -10.8% | -37.2% | +26.4% | -6.1% |
| 1Y | -29.9% | -50.7% | +20.8% | -24.4% |
| All | +66.3% | +0.7% | +65.6% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHWY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling